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Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints.

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Bibliographic Details
Title: Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints.
Authors: Desmettre, Sascha1 (AUTHOR) sascha.desmettre@jku.at, Laudagé, Christian2 (AUTHOR) christian.laudage@itwm.fraunhofer.de, Sass, Jörn3 (AUTHOR) sass@mathematik.uni-kl.de
Source: Risks. Dec2020, Vol. 8 Issue 4, p114. 1p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks8040114